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Performance analysis of CEM (ClearBridge MLP and Midstream Fund)

Annual Return

Over the past 3 years, CEM has had an average annual return of +20.07%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, CEM has had an average annual return of +17.10%, outperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, CEM has had an average annual return of +2.68%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Jun 25, 2010, CEM has had an average annual return of +2.91%, underperforming the benchmark SPY, which returned +14.98% annual.

202620242023202220212020201920182017201620152014
+16.39%+17.28%+30.04%+32.78%+72.89%-66.71%+19.96%-24.79%+7.85%+13.17%-40.75%+7.45%
2013201220112010
+25.15%+9.41%+8.95%+11.34%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0%+0%+0%+0%+16.39%+16.39%
2024+2.50%+4.46%+8.61%-1.53%+6.62%+0.25%-6.42%+4.04%-1.59%+17.28%
2023+7.79%-2.78%-5.76%+1.97%-3.24%+10.65%+8.37%-0.44%-3.80%-2.28%+13.73%+4.56%+30.04%
2022+13.31%+3.92%+8.11%-0.70%+8.83%-19.73%+16.29%+3.08%-11.98%+18.02%+3.54%-6.74%+32.78%
2021+8.69%+19.36%+9.72%+9.98%+10.28%+4.99%-8.31%-0.40%+3.60%+9.69%-8.84%+0.83%+72.89%
2020-6.04%-15.22%-79.04%+86.32%+12.25%-14.48%-12.22%+8.19%-24.85%+11.04%+36.67%+2.89%-66.71%
2019+17%-0.09%+6.57%-1.58%-1.67%-0.09%+1.26%-6.74%+3.55%-6.50%-3.16%+12.49%+19.96%
2018+10.48%-13.44%-11.89%+10.56%+6.51%-2.41%+5.23%-0.10%+0.14%-13.70%-2.10%-12.67%-24.79%
2017+6.55%+5.80%-2.68%+1.08%-5.21%-2.68%+2.48%-2.70%-0.07%-9.63%-2.25%+19.76%+7.85%

Drawdown analysis of CEM (ClearBridge MLP and Midstream Fund)

The maximum drawdown for the CEM was -95.39%, occurring on Mar 18, 2020. This drawdown has not yet recovered.

The current CEM drawdown is -16.56%.

Since Jun 25, 2010 CEM has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 1 time
  • 30% or more: 1 time
  • 20% or more: 2 times
  • 10% or more: 5 times
DepthStartTo BottomBottomTo RecoverEndTotal
-95.39%Jul 23, 20141423Mar 18, 2020OngoingOngoingOngoing
-20.14%Apr 29, 201169Aug 8, 2011103Jan 4, 2012172
-12.27%Mar 16, 201244May 18, 201241Jul 18, 201285
-11.63%Oct 18, 201218Nov 15, 201234Jan 7, 201352
-11.10%May 21, 201310Jun 5, 2013216Apr 14, 2014226
-6.57%Feb 28, 201313Mar 19, 20136Mar 27, 201319
-5.60%Nov 9, 20109Nov 22, 20106Dec 1, 201015
-5.42%Dec 9, 20104Dec 15, 201011Dec 31, 201015
-4.39%Feb 9, 20119Feb 23, 20118Mar 7, 201117
-4.08%Mar 7, 20116Mar 15, 201113Apr 1, 201119
-3.46%Jan 10, 20118Jan 21, 20118Feb 2, 201116
-3.14%Jul 22, 20105Jul 29, 20107Aug 9, 201012
-2.78%Sep 14, 201010Sep 28, 20104Oct 4, 201014
-2.66%Feb 19, 20134Feb 25, 20133Feb 28, 20137
-2.50%Apr 6, 20114Apr 12, 20112Apr 14, 20116
-2.40%Aug 13, 201011Aug 30, 20109Sep 13, 201020
-2.29%Jan 25, 20122Jan 27, 201219Feb 24, 201221
-2.18%Dec 31, 20102Jan 4, 20111Jan 5, 20113
-2.14%Jun 27, 201411Jul 15, 20145Jul 22, 201416
-2.10%Apr 11, 20134Apr 17, 20134Apr 23, 20138
-2.07%Apr 2, 20132Apr 4, 20132Apr 8, 20134
-1.87%Oct 1, 20127Oct 10, 20126Oct 18, 201213
-1.84%Jul 27, 20124Aug 2, 20123Aug 7, 20127
-1.70%Jul 2, 20107Jul 14, 20106Jul 22, 201013
-1.53%May 12, 20143May 15, 20148May 28, 201411